Retirement Portfolio (Compareable)
Retirement portfolio with indexes best representing long term data
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement Portfolio (Compareable), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 25, 2001, corresponding to the inception date of GMWEX
Returns By Period
As of Sep 21, 2024, the Retirement Portfolio (Compareable) returned 14.12% Year-To-Date and 8.17% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Retirement Portfolio (Compareable) | 14.12% | 2.12% | 7.58% | 24.38% | 9.91% | 8.11% |
Portfolio components: | ||||||
Vanguard Intermediate-Term Treasury Fund Investor Shares | 4.61% | 1.42% | 5.66% | 9.89% | 0.57% | 1.64% |
GuideMark World ex-US Fund | 11.92% | 1.71% | 6.17% | 20.18% | 7.13% | 4.47% |
Vanguard Total Stock Market Index Fund Investor Shares | 19.34% | 2.66% | 9.16% | 33.10% | 14.72% | 12.42% |
Monthly Returns
The table below presents the monthly returns of Retirement Portfolio (Compareable), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.50% | 3.20% | 2.78% | -3.57% | 4.22% | 1.00% | 2.34% | 2.42% | 14.12% | ||||
2023 | 6.38% | -2.53% | 2.56% | 1.50% | -1.46% | 4.72% | 2.69% | -2.02% | -3.74% | -2.61% | 7.70% | 4.64% | 18.40% |
2022 | -4.73% | -2.22% | 0.91% | -7.07% | 0.49% | -7.10% | 6.61% | -4.07% | -8.22% | 5.83% | 6.94% | -3.59% | -16.48% |
2021 | -0.60% | 1.81% | 2.50% | 3.67% | 1.41% | 1.12% | 1.33% | 1.81% | -3.62% | 4.12% | -1.86% | 3.10% | 15.49% |
2020 | -0.37% | -5.90% | -10.44% | 8.77% | 4.67% | 2.11% | 3.68% | 5.09% | -2.33% | -2.27% | 9.95% | 3.76% | 15.80% |
2019 | 6.56% | 2.39% | 1.28% | 2.72% | -4.38% | 5.38% | 0.09% | -1.01% | 1.37% | 1.96% | 2.24% | 2.20% | 22.38% |
2018 | 3.88% | -3.25% | -1.03% | 0.52% | 1.34% | -0.11% | 2.16% | 1.37% | 0.15% | -6.42% | 1.13% | -5.85% | -6.47% |
2017 | 2.15% | 2.15% | 1.03% | 1.44% | 1.66% | 0.57% | 1.88% | 0.29% | 1.69% | 1.43% | 1.71% | 1.03% | 18.40% |
2016 | -3.97% | -0.53% | 5.56% | 0.72% | 0.89% | -0.25% | 3.22% | -0.12% | 0.66% | -2.01% | 1.03% | 1.62% | 6.70% |
2015 | -0.73% | 4.00% | -0.81% | 1.61% | 0.56% | -1.77% | 0.88% | -5.32% | -2.53% | 5.32% | -0.05% | -1.59% | -0.87% |
2014 | -2.83% | 3.96% | 0.01% | 0.37% | 1.86% | 1.87% | -1.71% | 2.56% | -2.49% | 1.59% | 1.45% | -1.13% | 5.38% |
2013 | 3.57% | 0.35% | 2.21% | 2.07% | -0.08% | -2.06% | 4.19% | -2.32% | 4.26% | 3.29% | 1.60% | 1.50% | 19.92% |
Expense Ratio
Retirement Portfolio (Compareable) features an expense ratio of 0.46%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Retirement Portfolio (Compareable) is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Vanguard Intermediate-Term Treasury Fund Investor Shares | 1.68 | 2.50 | 1.31 | 0.63 | 6.56 |
GuideMark World ex-US Fund | 1.42 | 1.98 | 1.25 | 1.06 | 8.62 |
Vanguard Total Stock Market Index Fund Investor Shares | 2.33 | 3.12 | 1.42 | 2.15 | 14.29 |
Dividends
Dividend yield
Retirement Portfolio (Compareable) granted a 2.15% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Retirement Portfolio (Compareable) | 2.15% | 2.39% | 2.10% | 1.09% | 2.24% | 1.80% | 1.91% | 1.59% | 2.02% | 2.22% | 1.65% | 1.47% |
Portfolio components: | ||||||||||||
Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.82% | 3.46% | 1.97% | 1.08% | 4.86% | 2.31% | 2.34% | 1.75% | 2.77% | 2.37% | 1.86% | 1.88% |
GuideMark World ex-US Fund | 3.06% | 3.43% | 3.12% | 1.08% | 2.01% | 1.66% | 1.61% | 1.43% | 1.86% | 2.70% | 1.50% | 0.93% |
Vanguard Total Stock Market Index Fund Investor Shares | 0.94% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Retirement Portfolio (Compareable). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Retirement Portfolio (Compareable) was 47.93%, occurring on Mar 9, 2009. Recovery took 961 trading sessions.
The current Retirement Portfolio (Compareable) drawdown is 0.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-47.93% | Nov 1, 2007 | 338 | Mar 9, 2009 | 961 | Jan 2, 2013 | 1299 |
-26.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
-24.39% | Aug 3, 2001 | 294 | Oct 9, 2002 | 268 | Nov 3, 2003 | 562 |
-24.09% | Nov 9, 2021 | 233 | Oct 12, 2022 | 333 | Feb 9, 2024 | 566 |
-14.95% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
Volatility
Volatility Chart
The current Retirement Portfolio (Compareable) volatility is 3.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
VFITX | GMWEX | VTSMX | |
---|---|---|---|
VFITX | 1.00 | -0.18 | -0.26 |
GMWEX | -0.18 | 1.00 | 0.80 |
VTSMX | -0.26 | 0.80 | 1.00 |